+7.4%
ADM vs ALB
-13.2%
+20.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +0.7% | -3.6% | +4.3% | +1.1% |
| 30D | -14.7% | -2.9% | -11.8% | -14.5% |
| 3M | -10.4% | -25.8% | +15.4% | -7.5% |
| 6M | -10.9% | -53.6% | +42.6% | -2.8% |
| YTD | +26.0% | -32.4% | +58.4% | +30.1% |
| 1Y | +26.5% | -13.0% | +39.5% | +26.4% |
| All | +7.4% | -13.2% | +20.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling